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Most of the options are covered before expiration date, and so you got 85%. This data is not so useful because most options might be covered at a loss. I wonder if there is any statistics regarding % of options covered at a loss.

I wonder if the s&p future volatility is the same as that of the s&p index.6+

I know some free software. I'm just curious why they are different. In some other software, you just need to enter S, X, IV, T. Other software requires you to have expected return u as well. Which one should I trust?

I knew that. I want the exact formula.

Hi, I heard we can use the delta to find the probability of option being expired. Anyone knows the exact formula? Thanks.

Is there a theoretical price of ETF?

Does it mean that the price of ETF (SPY, DIA, IWM etc) is lower than the corresponding index by a fixed percentage?

So both thinkorswim and optionxpress offer DDE links?

I have observed a difference between spy and $spx everyday. Say for example when spy = 122.85, $spx is 1223.87. Isn't spy is 1/10 of $spx? There seems to be a 5 pt difference. Can anyone explain the reason?

cnms2, Thanks. How do you connect your VBA or excel to real-time datafeed? I am using ameritrade, and there is no way to export the real-time data. Which brokers will provide real-time option data with greeks?

Just wonder if we can use it without internet connection. :) Is there anyway we can link it with real-time data? Or are there similar software with real-time data connection?

cnms2 Thanks for the link. This seems a very useful tool. Can we download it and get it free?

Thanks. How will vega respond to change in stock price?

Can anyone give an insight what will change vega? I observed a big change of vega from -400 to -360 in just several days.

How can you become a member of a JBO? What is the proper career path for one who thinks he is good in option trading? I am considering trading future options as one possibility because of higher leverage.

Does it mean I have more option contracts for the same capital? As a retail option trader, which broker will allow u to trade using haircut, and not reg-T.

Is this coming from IB, free?

very nice analysis. Where do you get the hv, iv and option price data or charts? How do you plot the strategy payoff? Which software do you use? Thanks.

I use the option888 site to get the info and I believe it is the first measure. I shorted the options when the iv was high (after the market crashed several weeks ago), and it was priced too high I think compared to the historial vol. I never looked at those values before, and so I like to...

Thanks for your advice. The delta is calculated using iv. I have played with the position simulator, and understand my risk very well. I understand that my style is very different from most option traders. My trading style was not very math-oriented though i understand the model very well...